Dundee Precious Metals Inc (DPM.TO)
10.63
+0.08
(+0.76%)
CAD |
TSX |
May 02, 16:00
Dundee Precious Metals Max Drawdown (5Y): 46.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.57% |
| March 31, 2024 | 46.57% |
| February 29, 2024 | 46.57% |
| January 31, 2024 | 46.57% |
| December 31, 2023 | 46.57% |
| November 30, 2023 | 46.57% |
| October 31, 2023 | 46.57% |
| September 30, 2023 | 46.57% |
| August 31, 2023 | 47.06% |
| July 31, 2023 | 47.06% |
| June 30, 2023 | 56.47% |
| May 31, 2023 | 56.47% |
| April 30, 2023 | 56.47% |
| March 31, 2023 | 56.47% |
| February 28, 2023 | 56.47% |
| January 31, 2023 | 56.47% |
| December 31, 2022 | 57.58% |
| November 30, 2022 | 63.58% |
| October 31, 2022 | 64.35% |
| September 30, 2022 | 69.80% |
| August 31, 2022 | 72.27% |
| July 31, 2022 | 74.02% |
| June 30, 2022 | 74.02% |
| May 31, 2022 | 74.02% |
| April 30, 2022 | 76.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.74% |
| February 28, 2022 | 77.74% |
| January 31, 2022 | 77.74% |
| December 31, 2021 | 77.74% |
| November 30, 2021 | 77.74% |
| October 31, 2021 | 77.74% |
| September 30, 2021 | 81.19% |
| August 31, 2021 | 81.47% |
| July 31, 2021 | 81.47% |
| June 30, 2021 | 81.47% |
| May 31, 2021 | 81.47% |
| April 30, 2021 | 81.47% |
| March 31, 2021 | 81.47% |
| February 28, 2021 | 81.47% |
| January 31, 2021 | 81.47% |
| December 31, 2020 | 85.35% |
| November 30, 2020 | 91.02% |
| October 31, 2020 | 91.97% |
| September 30, 2020 | 91.97% |
| August 31, 2020 | 91.97% |
| July 31, 2020 | 91.97% |
| June 30, 2020 | 91.97% |
| May 31, 2020 | 91.97% |
| April 30, 2020 | 91.97% |
| March 31, 2020 | 91.97% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.57%
Minimum
Sep 2023
91.97%
Maximum
May 2019
74.38%
Average
77.74%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Osino Resources Corp | 85.83% |
| Organic Potash Corp | 94.12% |
| Bee Vectoring Technologies International Inc | 96.15% |
| Replenish Nutrients Holding Corp | 92.86% |
| Argo Living Soils Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.96 |
| Beta (5Y) | 1.181 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.68% |
| Historical Sharpe Ratio (5Y) | 0.4728 |
| Historical Sortino (5Y) | 1.013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |